@inproceedings{f731a87d334e4a7aaddcc2ec46e20a95,
title = "Delay-Dependent LMI Conditions for Stability of Stochastic Systems with Delay Term in the Form of Stieltjes Integral",
abstract = "Stochastic LTI system is considered with a delay term described by Stieitjes integral. This includes systems with discrete or distributed delays. Two Lyapunov-based methods for the asymptotic mean square stability are presented that lead to sufficient conditions in the form of linear matrix inequalities (LMIs). The first one employs neutral type model transformation and augmented Lyapunov functionals. Differently from the existing LMI stability conditions based on neutral type transformation, the proposed conditions do not require the stability of the corresponding integral equations. Moreover, it is shown that in the existing LMI stability conditions based on simple (non-augmented) Lyapunov functionals, the stability analysis of the integral equation can be omitted. The second method is based on a stochastic extension of simple Lyapunov functionals depending on the state derivative. Numerical examples give comparison of results via different methods.",
author = "Emilia Fridman and Leonid Shaikhet",
note = "Publisher Copyright: {\textcopyright} 2018 IEEE.; 57th IEEE Conference on Decision and Control, CDC 2018 ; Conference date: 17-12-2018 Through 19-12-2018",
year = "2018",
month = jul,
day = "2",
doi = "10.1109/CDC.2018.8618692",
language = "الإنجليزيّة",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "6567--6572",
booktitle = "2018 IEEE Conference on Decision and Control, CDC 2018",
address = "الولايات المتّحدة",
}